#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
namespace Cephei.QL.Methods.Finitedifferences.Solvers
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("E5FF62AA-5798-41c5-9870-56C01A6369E8"),ComVisible(true)]
	public interface IFdmHestonHullWhiteSolver 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double DeltaAt(Double s, Double v, Double r, Double eps);
        /// <summary> 
		/// 
		/// </summary>
		 Double GammaAt(Double s, Double v, Double r, Double eps);
        /// <summary> 
		/// 
		/// </summary>
		 Double ThetaAt(Double s, Double v, Double r);
        /// <summary> 
		/// 
		/// </summary>
		 Double ValueAt(Double s, Double v, Double r);
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFdmHestonHullWhiteSolver_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFdmHestonHullWhiteSolver Create (Cephei.QL.Processes.IHestonProcess hestonProcess, Cephei.QL.Processes.IHullWhiteProcess hwProcess, Double corrEquityShortRate, Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSolverDesc solverDesc, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSchemeDesc> schemeDesc);
    }
}

